Korea / Special Sits, Pairs, Index Rebalancing, Clepsydra Capital

Sanghyun Park

I investigate special situations, pairs, and index rebalancing trades in Korea.

Korea / Special Sits, Pairs, Index Rebalancing

KRX Value-Up Special Rebalance in December: Playbook & Screening Rundown

KRX Official: Value-Up ETFs Launch Nov 4 with ₩510B AUM, but Expect a KRX 300-Like Flow Surge

KRX Float Rates for KOSPI 200 Constituents as of Today: Watch the Float Change Stocks

Clepsydra Capital

Investigate special situations, pairs, and index rebalancing trades in Korea.

Event-Driven

<ul>
<li>The larger-than-expected Value-Up fund will drive passive flows surpassing the KRX 300 in both size and speed.</li>
<li>Value-Up ETFs' AUM is ₩636.5B, with retail dominating. Major institutions, like pensions, are on standby, but passive flows could hit ₩1.5T post-Dec 20 rebalancing.</li>
<li>Single-Stock setups may not fit, but for alpha-seeking Value-Up strategies, focus on names with higher passive impact from the boosted AUM.</li>
</ul>


The larger-than-expected Value-Up fund will drive passive flows surpassing the KRX 300 in both size and speed.
Value-Up ETFs' AUM is ₩636.5B, with retail dominating. Major institutions, like pensions, are on standby, but passive flows could hit ₩1.5T post-Dec 20 rebalancing.
Single-Stock setups may not fit, but for alpha-seeking Value-Up strategies, focus on names with higher passive impact from the boosted AUM.


₩200B Gov-Run Value-Up Fund Starts Buying Tomorrow, with Another ₩300B Set for Year-End

KT&G Corporation

₩200B Gov-Run Value-Up Fund Starts Buying Tomorrow, with Another ₩300B Set for Year-End